Your feet don't warm up when you run? (I've run a couple races when it hit the teens and it takes about a mile for me to feel my toes again after lining up in the cold waiting for the race to begin, but when I'm actually running they're fine.) In winter I like to wear my UnderArmour socks which aren't specifically designed for the cold, but are really cushiony and warm (and warmer than my SmartWool socks).

Runner's World has a piece about winter running sneakers that might help:

The best way to go is a shoe with a small amount of mesh -- especially in the toe -- but is still breathable. And if you're running in ice and snow, The Gear Junkie recommends these all-weather spikes for added traction in conjunction with a water-proof shoe: